+9,863.9%
INTC vs VSH
+1,531.5%
+8,332.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.8% | -1.3% | +4.1% |
| 7D | +7.3% | +12.8% | -5.5% | +2.2% |
| 30D | -38.3% | -9.0% | -29.3% | -35.5% |
| 3M | -36.0% | -12.2% | -23.8% | -32.5% |
| 6M | -51.7% | -15.9% | -35.8% | -49.2% |
| YTD | +69.4% | +103.2% | -33.9% | +28.7% |
| 1Y | +65.0% | +108.4% | -43.4% | +24.1% |
| 3Y | +63.0% | +41.6% | +21.4% | +36.4% |
| 5Y | +33.4% | +54.6% | -21.2% | +7.3% |
| 10Y | +121.2% | +138.2% | -17.0% | +46.4% |
| All | +9,863.9% | +1,531.5% | +8,332.4% | +3,066.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling